Thor's Asgardian background is part of what makes him unique, so his solo films are the perfect opportunity to play up that aspect of his life. In contrast to what the OP says, I always enjoyed Thor's cosmic adventures far more than his earthbound ones. It was a lot more fun for me to read about the Asgardians traveling through space and encountering powerful menaces like The Celestials, Ego, Mangog and Galactus, or fighting villains from the other Realms.

They need to take Thor cosmic to be able to fully explore his powers and background. Marvel has hundreds of other characters who are tied to the Earth. Thor is one of the main links to the vaster universe, so they are wise to present him in that context. On top of that, Malekith, Kurse, Surtur and Thor's otherworldly rogues' gallery are far more interesting than the Wrecking Crew and the deadly-dull Mr. Hyde. Leave the earthly business to lesser heroes, or for Thor's adventures with The Avengers.